Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 128,000 | 128,000 | 69,870 | 69,870 | 252,632 CHF | 253,332 CHF | 99.77% | 99.77% |
19/11/2024 | 0.29% | 3.59 CHF | 3.60 CHF | 128,000 | 128,000 | 70,768 | 70,768 | 248,798 CHF | 249,507 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 128,000 | 128,000 | 70,981 | 70,981 | 246,450 CHF | 247,161 CHF | 99.90% | 99.90% |
15/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 130,000 | 130,000 | 70,795 | 70,795 | 248,733 CHF | 249,442 CHF | 99.72% | 99.72% |
14/11/2024 | 0.29% | 3.59 CHF | 3.60 CHF | 128,000 | 128,000 | 66,883 | 66,883 | 247,264 CHF | 247,958 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 126,000 | 126,000 | 68,530 | 68,530 | 259,033 CHF | 259,720 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 126,000 | 126,000 | 68,714 | 68,714 | 258,455 CHF | 259,143 CHF | 99.90% | 99.90% |
11/11/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 126,000 | 126,000 | 69,468 | 69,468 | 257,476 CHF | 258,172 CHF | 99.90% | 99.90% |
08/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 126,000 | 126,000 | 69,687 | 69,687 | 258,130 CHF | 258,830 CHF | 99.18% | 99.18% |
07/11/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 126,000 | 126,000 | 70,625 | 70,625 | 257,100 CHF | 257,807 CHF | 100.00% | 100.00% |